0.40Open0.10Pre Close2 Volume718 Open Interest105.00Strike Price90.00Turnover31.99%IV1.07%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type-0.3688Delta0.2035Gamma211.25Leverage Ratio-0.4334Theta-0.0011Rho-77.92Eff Leverage0.0219Vega